+81.6%
XLF vs APD
+29.7%
+51.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | +3.8% | -1.2% | +1.8% |
| 30D | +7.6% | +8.2% | -0.6% | +5.8% |
| 3M | +1.1% | +4.3% | -3.2% | +0.2% |
| 6M | +15.9% | +4.7% | +11.2% | +14.6% |
| YTD | +8.4% | +31.5% | -23.1% | +1.2% |
| 1Y | +12.5% | +23.5% | -11.0% | +6.5% |
| 3Y | +81.6% | +29.1% | +52.4% | +72.8% |
| All | +81.6% | +29.7% | +51.8% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling